Speed of convergence of the least-squares estimator in autoregressive models (Q1330172)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Speed of convergence of the least-squares estimator in autoregressive models |
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Speed of convergence of the least-squares estimator in autoregressive models (English)
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20 November 1994
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first-order autoregressive process
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Berry-Esseen bound
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large deviation type results
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least-squares estimator
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autoregressive models
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